Talks
05-11-2015 "The multivariate mixture dynamics model: shifted dynamics and correlation skew", Finance Research Group internal
conference - Sandbjerg (DK)
13-03-2015 "Second order discretization schemes for Wishart processes and applications to option prices" - Premia annual meeting
8-12-2014 "The arbitrage-free Multivariate Mixture Dynamics Model", Math-Finance PhD day - Imperial College, London
28-08-2014 presentation for the Hamburg-Aarhus Workshop on Modelling of Financial markets - Aarhus University
19-06-2014 "OU processes, density approximations and Volatility derivatives", Finance Research Group internal conference - Sandbjerg
(DK)
5-06-2014 "The impact of Jump distributions on the Implied Volatility of Variance", 8th Bachelier Congress, Brussels
14-05-2014 "The impact of Jump distributions on the Implied Volatility of Variance", Rising Stars of Quantitative Finance/
GlobalDerivatives - Amsterdam
19-12-2013 "A Simple simulation procedure for CIR and Wishart processes" QMF conference - Sydney
28-11-2013 "A Simple simulation procedure for CIR and Wishart processes", Brown Bag seminar - Aarhus University
20-06-2013 "Jump Modeling for Realized Variance Options", Finance Research Group internal conference - Sandbjerg (DK)
5-06-2013 "A Simple simulation procedure for CIR and Wishart processes", poster presentation Frontiers in Financial Mathematics -
Dublin
conference - Sandbjerg (DK)
13-03-2015 "Second order discretization schemes for Wishart processes and applications to option prices" - Premia annual meeting
8-12-2014 "The arbitrage-free Multivariate Mixture Dynamics Model", Math-Finance PhD day - Imperial College, London
28-08-2014 presentation for the Hamburg-Aarhus Workshop on Modelling of Financial markets - Aarhus University
19-06-2014 "OU processes, density approximations and Volatility derivatives", Finance Research Group internal conference - Sandbjerg
(DK)
5-06-2014 "The impact of Jump distributions on the Implied Volatility of Variance", 8th Bachelier Congress, Brussels
14-05-2014 "The impact of Jump distributions on the Implied Volatility of Variance", Rising Stars of Quantitative Finance/
GlobalDerivatives - Amsterdam
19-12-2013 "A Simple simulation procedure for CIR and Wishart processes" QMF conference - Sydney
28-11-2013 "A Simple simulation procedure for CIR and Wishart processes", Brown Bag seminar - Aarhus University
20-06-2013 "Jump Modeling for Realized Variance Options", Finance Research Group internal conference - Sandbjerg (DK)
5-06-2013 "A Simple simulation procedure for CIR and Wishart processes", poster presentation Frontiers in Financial Mathematics -
Dublin
Attendance to other conferences
March 2015 Attendance to the 3rd ETH - Imperial Workshop, Imperial College
November 2014 FSP Lab conference, London
November 2013 Attendance to "Young Scholars Nordic Finance Workshop", Copenhagen Business School
April 2013 Attendance to "Global Derivatives", Amsterdam
November 2014 FSP Lab conference, London
November 2013 Attendance to "Young Scholars Nordic Finance Workshop", Copenhagen Business School
April 2013 Attendance to "Global Derivatives", Amsterdam